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chris-chatfield documents
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Model uncertainty and forecast accuracy
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Time-series forecasting
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The joys of consulting
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Elements of multivariate time series analysis: Gregory C. Reinsel, 1993, (Springer-Verlag, New York), xiv + 263 pp., DM 88 hardback, ISBN 0-387-94063-4
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Positive or negative?
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Time series prediction: Forecasting the future and understanding the past: Neil A. Gershenfeld and Andreas S. Weigend, 1994, ‘The future of time series’, in: A.S. Weigend and N.A
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‘Modelling non-stationary economic time series’
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Simple is best?
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The future of the time-series forecasting
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Non-linear and non-stationary time series analysis: M.B. Priestley, (Academic Press, London, 1988), £25.00, pp. 237
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A commentary on error measures
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Apples, oranges and mean square error
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Non-linear time series: Howell Tong, (Clarendon Press, Oxford, UK, 1990), pp. 564, £50.00
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Business forecasting methods: Jeffrey Jarrett
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“Confidence intervals for non-stationary forecast errors”, by P. Lefrançois
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Time-Series Forecasting
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The Analysis Of Time Series - An Introduction
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Model Uncertainty, Data Mining and Statistical Inference
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Bwd – a virtual reality primer